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Value Assertion: s2md_BV568_1-2-6

Code	s2md_BV568_1-2-6
Id	s2md_BV568_1-2-6
Severity	WARNING
Aspect Model	dimensional
Implicit Filtering	true
Test	if (($a = xs:QName('s2c_CN:x60') or $a = xs:QName('s2c_CN:x71')) and $b = xs:QName('s2c_AP:x34')) then (iaf:numeric-equal($c, iaf:max((0, iaf:sum(((iaf:sum(($d, iaf:numeric-unary-minus($e)))), iaf:numeric-unary-minus((iaf:sum(($f, iaf:numeric-unary-minus($g))))))))))) else (true())

Lang	Role/Text
en	http://www.xbrl.org/2010/role/message
BV568_1-2-6: if ({{SE.01.01.16.01,r0500,c0010}}=[s2c_CN:x60] or {{SE.01.01.16.01,r0500,c0010}}=[s2c_CN:x71]) and {{S.26.01.01.03,r0020,c0010}}=[s2c_AP:x34] then {{S.26.01.01.02,r0120,c0080}}=MAX(0,({{S.26.01.01.01,r0120,c0020}}-{{S.26.01.01.01,r0120,c0030}})-({{S.26.01.01.01,r0120,c0040}}-{{S.26.01.01.01,r0120,c0070}})) where ExDimVal({{S.26.01.01.03,r0020,c0010}},AO)=x1 and ExDimVal({{S.26.01.01.02,r0120,c0080}},AO)=x1 and ExDimVal({{S.26.01.01.01,r0120,c0020}},AO)=x1 and ExDimVal({{S.26.01.01.01,r0120,c0030}},AO)=x1 and ExDimVal({{S.26.01.01.01,r0120,c0040}},AO)=x1 and ExDimVal({{S.26.01.01.01,r0120,c0070}},AO)=x1
en	http://www.xbrl.org/2010/role/terseMessage
BV568_1-2-6: if ({{SE.01.01.16.01,r0500,c0010}}=[s2c_CN:x60] or {{SE.01.01.16.01,r0500,c0010}}=[s2c_CN:x71]) and {{S.26.01.01.03,r0020,c0010}}=[s2c_AP:x34] then {{S.26.01.01.02,r0120,c0080}}=MAX(0,({{S.26.01.01.01,r0120,c0020}}-{{S.26.01.01.01,r0120,c0030}})-({{S.26.01.01.01,r0120,c0040}}-{{S.26.01.01.01,r0120,c0070}})) where ExDimVal({{S.26.01.01.03,r0020,c0010}},AO)=x1 and ExDimVal({{S.26.01.01.02,r0120,c0080}},AO)=x1 and ExDimVal({{S.26.01.01.01,r0120,c0020}},AO)=x1 and ExDimVal({{S.26.01.01.01,r0120,c0030}},AO)=x1 and ExDimVal({{S.26.01.01.01,r0120,c0040}},AO)=x1 and ExDimVal({{S.26.01.01.01,r0120,c0070}},AO)=x1

Lang	Role/Text
en	http://www.xbrl.org/2008/role/label
BV568_1: The capital charge for the interest rate shock up reported in S.26.01 - Solvency Capital Requirement - Market risk should be equal to the loss in the value of assets minus liabilities (before the loss-absorbing capacity of technical provisions) after the shock, with a minimum of zero. -->Template 1: S.01.01; Template 2: S.26.01; Expression: If {S.01.01, r0500,c0010}=Reported and {S.26.01, r0020,c0010}=[s2c_AP:x34] then {S.26.01, r0120,c0080}=MAX(0,({S.26.01, r0120,c0020}-{S.26.01, r0120,c0030})-({S.26.01, r0120,c0040}-{S.26.01, r0120,c0070}))
en	http://www.xbrl.org/2008/role/verboseLabel
BV568_1: The capital charge for the interest rate shock up reported in S.26.01 - Solvency Capital Requirement - Market risk should be equal to the loss in the value of assets minus liabilities (before the loss-absorbing capacity of technical provisions) after the shock, with a minimum of zero. -->Template 1: S.01.01; Template 2: S.26.01; Expression: If {S.01.01, r0500,c0010}=Reported and {S.26.01, r0020,c0010}=[s2c_AP:x34] then {S.26.01, r0120,c0080}=MAX(0,({S.26.01, r0120,c0020}-{S.26.01, r0120,c0030})-({S.26.01, r0120,c0040}-{S.26.01, r0120,c0070}))